First of all you need to download data downloaders like smartdownloader(Free) for metastock format or MLDownloader(Trial) for metastock or ASCII format. Then you need to change the stock downlaod symbols to the one as it is on Yahoo and then run the software to download data. i use Smartdownload to download data . Its free to us and you can lookup the stock symbols at
http://in.finance.yahoo.com/l. If u use Metastock SD integrates with The Downloader. Use Downloader to change the stock symbols. If u need more info feel free to contact me. My email ID is
[email protected]